Gender differences in access to continuing training are often argued to be a central cause of persisting gender inequalities in occupational attainment. Yet, existing empirical work has presented rather mixed evidence regarding a potential gender gap. With the aim to gain a better understanding of the mechanisms underlying training participation, this paper carries out an empirical test of the central theoretical models commonly used to explain the (alleged) gender gap. Using data from the European Social Survey, we find that working men are more likely to train than working women, controlling for worker and job characteristics. Moreover, common theoretical approaches to understanding gendered training behaviour show some explanatory power for male workers, while they largely fail to predict women’s training incidence.